Objects created by Blender see through on Unity
The reason you're seeing this effect is that in game engines like Unity, typically only one side of every face is rendered. Faces have a front and a back, and only the front of a face is rendered. This is typically done because in many circumstances, the back sides of faces are never seen, and it is much more efficient to never render them.
To better preview what your mesh is going to look like in Unity, you can turn on Backface Culling in Blender.

If you do need a face to be visible from both sides in Unity, you can duplicate that face in Blender, and flip the normals (the direction the face is pointing) by pressing ALT+N, then F.
Typically though, real life objects (like walls) aren't infinitely thin, so you will usually have a face defining either side of a wall, with some distance in between.